SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 81300 CE | ||||||||||
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Delta: 0.38
Vega: 27.89
Theta: -87.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 80845.75 | 325.35 | 107.85 | 16.91 | 2,11,164 | 2,966 | 5,694 | |||
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| 2 Dec | 80248.08 | 217.5 | 99.50 | 17.07 | 1,29,247 | 2,050 | 2,728 | |||
| 29 Nov | 79802.79 | 118 | 27.25 | 12.27 | 4,996 | 472 | 678 | |||
| 28 Nov | 79043.74 | 90.75 | -180.60 | 14.33 | 2,120 | 44 | 206 | |||
| 27 Nov | 80234.08 | 271.35 | 31.35 | 12.05 | 739 | 18 | 162 | |||
| 26 Nov | 80004.06 | 240 | -36.75 | 12.00 | 386 | 124 | 144 | |||
| 25 Nov | 80109.85 | 276.75 | 11.50 | 135 | 20 | 20 | ||||
For Sensex - strike price 81300 expiring on 06DEC2024
Delta for 81300 CE is 0.38
Historical price for 81300 CE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 325.35, which was 107.85 higher than the previous day. The implied volatity was 16.91, the open interest changed by 2966 which increased total open position to 5694
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 217.5, which was 99.50 higher than the previous day. The implied volatity was 17.07, the open interest changed by 2050 which increased total open position to 2728
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 118, which was 27.25 higher than the previous day. The implied volatity was 12.27, the open interest changed by 472 which increased total open position to 678
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 90.75, which was -180.60 lower than the previous day. The implied volatity was 14.33, the open interest changed by 44 which increased total open position to 206
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 271.35, which was 31.35 higher than the previous day. The implied volatity was 12.05, the open interest changed by 18 which increased total open position to 162
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 240, which was -36.75 lower than the previous day. The implied volatity was 12.00, the open interest changed by 124 which increased total open position to 144
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 276.75, which was lower than the previous day. The implied volatity was 11.50, the open interest changed by 20 which increased total open position to 20
| SENSEX 06DEC2024 81300 PE | |||||||
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Delta: -0.60
Vega: 28.31
Theta: -82.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 80845.75 | 807.8 | -347.25 | 20.28 | 9,039 | 634 | 836 |
| 2 Dec | 80248.08 | 1155.05 | 1155.05 | 16.12 | 339 | 202 | 202 |
| 29 Nov | 79802.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 81300 expiring on 06DEC2024
Delta for 81300 PE is -0.60
Historical price for 81300 PE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 807.8, which was -347.25 lower than the previous day. The implied volatity was 20.28, the open interest changed by 634 which increased total open position to 836
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1155.05, which was 1155.05 higher than the previous day. The implied volatity was 16.12, the open interest changed by 202 which increased total open position to 202
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
